Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state

✍ Scribed by Huiling Wu; Yan Zeng

• Book ID: 112164544
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 520 KB
• Volume: 34
• Category: Article
• ISSN: 0143-2087
• DOI: 10.1002/oca.2027